I know it’s a good practice to use widgets. But some of the widgets are not properly documented so using or extending them becomes difficult.
I just add js files to my AssetBundle and call them with jquery/custom javascript calls in my Application. Is it not a good practice?
It is good practice in my book 
You don’t have to use widgets.
It’s a good practice to use widgets when you need them, i.e.: when a partial view requires it’s own “controller logic” like database/model calls or some kind of access control.
I almost never use widgets for loading and initializing Jquery plugins. They require you to write nearly the same amount of code as using pure Javascript but usually give you much less control over the plugin.
Some people tend to stuff much more things than required to their widgets for javascript plugins in order to satisfy their particular needs. They should be very thin wrappers, though.